CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 1620-2 1630-0 9-6 0.6% 1690-6
High 1648-0 1663-2 15-2 0.9% 1691-4
Low 1617-4 1629-6 12-2 0.8% 1536-0
Close 1643-4 1641-0 -2-4 -0.2% 1601-6
Range 30-4 33-4 3-0 9.8% 155-4
ATR 48-5 47-4 -1-1 -2.2% 0-0
Volume 104,693 128,911 24,218 23.1% 849,514
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 1745-1 1726-5 1659-3
R3 1711-5 1693-1 1650-2
R2 1678-1 1678-1 1647-1
R1 1659-5 1659-5 1644-1 1668-7
PP 1644-5 1644-5 1644-5 1649-2
S1 1626-1 1626-1 1637-7 1635-3
S2 1611-1 1611-1 1634-7
S3 1577-5 1592-5 1631-6
S4 1544-1 1559-1 1622-5
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 2076-2 1994-4 1687-2
R3 1920-6 1839-0 1644-4
R2 1765-2 1765-2 1630-2
R1 1683-4 1683-4 1616-0 1646-5
PP 1609-6 1609-6 1609-6 1591-2
S1 1528-0 1528-0 1587-4 1491-1
S2 1454-2 1454-2 1573-2
S3 1298-6 1372-4 1559-0
S4 1143-2 1217-0 1516-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1663-2 1536-0 127-2 7.8% 53-3 3.3% 83% True False 144,694
10 1691-4 1536-0 155-4 9.5% 57-0 3.5% 68% False False 158,102
20 1691-4 1441-2 250-2 15.2% 46-7 2.9% 80% False False 146,329
40 1691-4 1263-4 428-0 26.1% 38-1 2.3% 88% False False 120,035
60 1691-4 1244-6 446-6 27.2% 34-6 2.1% 89% False False 99,402
80 1691-4 1244-6 446-6 27.2% 31-3 1.9% 89% False False 85,821
100 1691-4 1244-6 446-6 27.2% 28-7 1.8% 89% False False 76,510
120 1691-4 1225-6 465-6 28.4% 26-2 1.6% 89% False False 67,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1805-5
2.618 1751-0
1.618 1717-4
1.000 1696-6
0.618 1684-0
HIGH 1663-2
0.618 1650-4
0.500 1646-4
0.382 1642-4
LOW 1629-6
0.618 1609-0
1.000 1596-2
1.618 1575-4
2.618 1542-0
4.250 1487-3
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 1646-4 1629-5
PP 1644-5 1618-3
S1 1642-7 1607-0

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These figures are updated between 7pm and 10pm EST after a trading day.

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